Inference robustness of ARIMA models under non-normality. Special application to stock price data (Q1254082): Difference between revisions
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| Property / author: Johannes Ledolter / rank | |||
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Latest revision as of 00:22, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference robustness of ARIMA models under non-normality. Special application to stock price data |
scientific article |
Statements
Inference robustness of ARIMA models under non-normality. Special application to stock price data (English)
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1979
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Inference Robustness
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Arima Models
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Stock Price Data
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Forecasting
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Estimation
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Symmetric Exponential Family of Error Distributions
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Nonnormal Errors
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